Time Series
Observations indexed by time, where the sequence itself is data. Trend, seasonality, cycles and noise — and the distinction most summaries get wrong.
Observations indexed by time, where the sequence itself is data. Trend, seasonality, cycles and noise — and the distinction most summaries get wrong.
The d in ARIMA(p,d,q) decides the shape of your long-horizon uncertainty. With d = 0 intervals converge; with d ≥ 1 they keep growing.